Dynamic Hedging : Managing Vanilla and Exotic Options (Wiley Finance), by Nassim
Nicholas Taleb. Wiley. It presents risks from the vantage point of the option market maker
and arbitrage operator. Information.
of Futures and Options Markets (5th Edition) (Prentice Hall Finance), by John C. Hull.
Prentice Hall. Reflect the most current information, this introduction to futures and
options markets is ideal for those with a limited background in mathematics. Information.
Options, and Swaps, by Robert W. Kolb, Robert Kolb. Blackwell Publishers; 4th
Bk&CD edition. Futures, Options, and Swaps provides the most comprehensive coverage of
derivatives currently available. This book is renowned for providing an excellent balance
between introductory and advanced topics. Information.
Futures, and Other Derivatives (5th Edition), by John C. Hull. Prentice Hall. This
book provides a unifying approach to the valuation of all derivatives - not just futures
and options. Information.
Market Making : Trading and Risk Analysis for the Financial and Commodity Option Markets
(Wiley Finance), by Allen Jan Baird. Wiley. Covers option volatility and pricing, risk
analysis, spreads, strategies and tactics for the options trader, focusing on how to work
successfully with market makers. Information.
Theory (The Wiley Finance Series), by Peter James. John Wiley & Sons. Presents the
theory of options in each of the different forms and stressing the equivalence between
each of the methodologies. Applies the results obtained to the analysis and pricing
options in the equity, currency, commodity and interest rate markets. Information.
with Options: Essential Methods for Investing Success, by Lawrence G. McMillan
(Author), Marketplace Books (Author). Wiley; 1st edition. Unique course book covering
every phase of the options trading process step by step, and reinforcing individual
concepts through end of chapter quizzes, allowing readers to refine their skills. Information.
Options: Managerial Flexibility and Strategy in Resource Allocation, by Lenos
Trigeorgis. The MIT Press. Comprehensive in scope, Real Options reviews current
techniques of capital budgeting and details an approach (based on the pricing of options)
that provides a means of quantifying the elusive elements of managerial flexibility in the
face of unexpected changes in the market. Information.
Option Advisor : Wealth-Building Techniques Using Equity & Index Options (A
Marketplace Book), by Bernie Schaeffer (Author), Marketplace Books. Wiley. From the
novice to the experienced investor, The Option Advisor offers a gold mine of information
on how to achieve success in options trading. Information.
and Correlation : The Perfect Hedger and the Fox (Wiley Finance), by Riccardo
Rebonato. John Wiley & Sons; 2 edition. The new and updated material includes:
empirical and theoretical analysis of the smile dynamics; examination of the
perfect-replication model in relation to exotic options; treatment of additional important
models, namely, Variance Gamma, displaced diffusion, CEV, stochastic volatility for
interest-rate smiles and equity/FX options; questioning of the informational efficiency of
markets in commonly-used calibration and hedging practices. Information.
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